Tried to post on this earlier but lost my connection. Purchase some inexpensive, 9mm "Snap Caps" from your local gun shop. While limited dry firing isn't going to hurt your gun, extensive dry firing, which is a good training tool, can cause problems such as a damaged firing pin and/or back of breech face. The snap caps look like a bullet but have a material that helps deccelerate the striker/firing-pin much like the primer on your bullet does. These items are relatively cheap, last a long, long time and will keep you out of the gun smith's shop a little longer.

Most weapons in their manual will say weather or not dry firing is good for the weapon or not. That being said I would still be inclined to use snap caps. It's a small price to pay for the piece of mind.